final-project-team-59 created by GitHub Classroom
How program functions:
**Run main method in TradingSystemRunner class, the program automatically runs from reading in provided market data to publishing output.csv.
Main service classes:
**EquityMarketDataService: with imported data transmitted from EquityMarketDataConnector, create Order Books for different equity products
**EquityAlgoExecutionService: process and execute orders, output ExecutionOrder. Provide options to capture null bid and/or offer stacks input, equal or non-equal prices and quantities of bids and offers.
**EquityTradeBookingService: book trade, output Trade. Provide options to classify Trades with different Book IDs.
**EquityPositionService: add trade to book position, output Position. Options: if Book does not exist in PositionMap, generate new Position and add it to PositionMap, else updating existing Position through updating quantity.
**EquityPnLService: assess the trade risks using Profit and Loss Explained statement, output PnL. Options: if Book does not exist in pnlMap, generate new PnL and add to pnlMap, else update PnL through updating variable pnl.
Unit test cases
**Test cases 1-6: test class name: EquityAlgoExecutionServiceTest. Class being tested: EquityAlgoExecutionService. Testing goals: if equal and non-equal prices and quantities of bid and offer orders can be properly processed
**Test cases 7-8: test class name: EquityHistoricalDataConnectorTest. Class being tested: EquityHistoricalDataConnector. Testing goals: if a new csv output file can be successfully generated; if data can be added to existing csv file. please NOTE: afer running this unit test, please delete generated output.csv file, otherwise, the output of running whole program will be updated to this csv file
**Test cases 9-10: test class name: EquityPnLServiceTest. Class being tested: EquityPnLService. Testing goals: if pnlMap can be properly updated when Book exists or does not exist in pnlMap.
**Test cases 11-16: test class name: TestTradingSystem. Classes being tested: MarketDataConnector, MarketDataService, AlgoExecutionService, tradeBookingService, PositionService, PnLService and corresponding ServiceListners. Testing goals: test for system linkage, data processing and transmission across these classes. Items checked: i.e.,EquityPositionServiceListerner element, Book1 Position equals to 200, input OrderBook size equals to 3, Execution Order with ticker “APPL” price and quantity equal to 281.32 and 200 respectively, ticker of Trade in Book1 equals to “APPL”, pnl value of PnL in Book1 equals to 56264.
Connector classes
**EquityMarketDataConnector: it should read in marketdata.txt, construct Order Books, transmit data to EquityMarketDataService through onMessage() method.
**EquityHistoricalDataConnector: generate output.csv using publish() method based on PnL data transmitted by EquityHistoricalDataServiceListener.
Service listener classes
**EquityAlgoExecutionServiceListener: it is registered to EquityMarketDataService, and transmit data to EquityAlgoExecutionService via processOrder() method
**EquityTradeBookingServiceListener: it is registered to EquityAlgoExecutionService, and transmit data to EquityTradeBookingService via bookTrades() method
**EquityPositionServiceListener: it is registered to EquityTradeBookingService, and transmit data to EquityPositionService via addTrade() method
**EquityPnLServiceListener: it is registered to EquityPositionService, and transmit data to EquityPnLService via calcPnL() method
**EquityHistoricalDataServiceListener: it is registered to EquityPnLService, and transmit data to EquityHistoricalDataConnector via publish() method
Side classes
**Equity: variables: String ticker, long totalShares, double dividendYield
**BidOffer: variables: Order bidOrder, Order offerOrder
**Order: variables: double price, long quantity, PricingSide side
**OrderBook: variables: T product, i.e., Equity, PriorityQueue bidStack, PriorityQueue offerStack,
**ExecutionOrder: variables: T product, i.e., Equity, PricingSide side, String ticker, OrderType orderType, long quantity, double price
**Trade: variables: T product, i.e, Equity, PricingSide side, String tradeID, String book, long quantity, double price
**Position: variables: T product, i.e., Equity, HashMap<String, long> positions
**PnL: variables: T product, i.e., Equity, String book, double pnl
**OrderType: five order types: FOK, IOC, MARKET, LIMIT,STOP
**PricingSide: two Pricing sides: BID and OFFER
**TradeSide: two trade sides: Buy and Sell